[Rd] gretl and R: info and request

Allin Cottrell cottrell@ricardo.ecn.wfu.edu
Sun, 24 Dec 2000 14:19:44 -0500


I thought some of you might like to know about a GNU project
that is complementary to R in some ways, namely gretl


(GNU Regression, Econometrics and Time-series Library).
gretl (a library with cli and gui clients, the gui using
GTK) is designed to be very user-friendly, and suitable
for teaching econometrics.  It has a fairly wide variety
of least-squares based estimators plus binary logit and
probit, and a few "nifty" features such as reading
databases over the internet and producing LaTeX output.

I've been thinking how to extend gretl to offer further
statistical methods such as Maximum Likelihood estimation,
without re-inventing the wheel, and some sort of link to
R seems the best option.  In the latest gretl I've made
a rudimentary link: an option in gretl to fork off an
instance of R (using the gnome gui if available) and 
pop the current gretl dataset into R.

At present I get the gretl data into R by writing out
a suitable .Rprofile in the cwd before the fork (in case
there's an .Rprofile there already it gets backed up,
and restored on exit from gretl).  This is a bit of a
kludge, and here's my request: It would make life
easier if you could specify a config file on the R
command line.  That way I could leave any existing
config file undisturbed.

I'm also interested in any suggestions people might have
for linkage between gretl and R.  As a longer-term
project I may study up on omegahat and look into
(a) formulating a request for R within gretl, (b)
having R execute the request, in the background and (c) 
presenting the results back in gretl.

If anyone's interested, an email reply would be appreciated
since I can't really afford to join another list right now. 

Allin Cottrell
Department of Economics
Wake Forest University, NC
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